-25.0%
DT vs AS
+133.7%
-158.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -6.1% |
| 7D | -28.3% | +7.1% | -35.5% | -29.3% |
| 30D | -28.4% | +12.8% | -41.2% | -30.2% |
| 3M | -14.1% | -14.7% | +0.7% | -11.4% |
| 6M | +13.2% | -9.9% | +23.1% | +15.0% |
| YTD | +0.8% | -16.1% | +17.0% | +3.5% |
| 1Y | -7.8% | +0.2% | -7.9% | -9.2% |
| All | -25.0% | +133.7% | -158.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling